How to Create Memorable Characters

Few things will make me put a book down faster than blah characters. Even if there’s a great concept, lots of action, mystery, steamy romance, etc., if I’m not interested in the characters then I’m not interested in what’s going to happen to them.
So what makes a memorable character? How can you make them come to life from the very first page, and how can you make a reader care what will happen to them? This is nothing that can be totally covered in one blog post, but I'd like to discuss a f...